You could at your house because household hazardous wastes are exempt from some regulations. However, we discourage it because each tube or CFL contains a small amount of mercury, which is hazardous to human health.

Household hazardous wastes have been exempted from some of the federal regulations that govern hazardous wastes from businesses. The standards also vary for businesses that regularly generate only a little hazardous waste and those that regularly generate a lot. Basically the rules get more stringent as the generator gets larger, which makes sense. But there are rules at all levels.